quant_investingfandomcom-20200215-history
Social Media (papers)
Conference Calls * Gow, I. et. al. CEO Personality And Firm Policies (2016). Link Newspapers * Fang, L. and Peress, J. Media Coverage and the Cross-Section of Stock Returns (2007). SSRN Twitter * Azar, P. and Lo, A. The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds (2016). SSRN * Mao, H., Counts, S. and Bollen, J. Quantifying the effects of online bullishness on international financial markets (2015). ECB * Zhang, X., Fuehres, H. and Gloor, Peter A. Predicting Stock Market Indicators Through Twitter "I hope it is not as bad as I fear" (2011). ScienceDirect * Zhang, X., Fuehres, H. and Gloor, Peter A. Predicting Asset Value Through Twitter Buzz (2011). Link * Sprenger, Timm. O. and Welpe, Isabell M. News or Noise? The stock market reaction to different types of company-specific news events (2011). SSRN * Sprenger, Timm. O. and Welpe, Isabell M. Tweets and Trades: The Information Content of Stock Microblogs (2010).SSRN * Bollen, J., Mao, H. and Zeng, X. Twitter Mood Predicts The Stock Market (2010).arXivcritique Google Trends * Mao, H., Counts, S. and Bollen, J. Quantifying the effects of online bullishness on international financial markets (2015). ECB * Madsen, J. and Niessner, M. Is Investor Attention for Sale? The Role of Advertising in Financial Markets (2014). SSRN * Perlin et. al. Can We Predict the Financial Markets Based on Google's Search Queries? (2014) SSRN * Challet, D. and Ayed, A. Predicting Financial Markets with Google Trends and Not so Random Keywords (2013). SSRN * Preis, T., Moat, H. and Stanley, H. Quantifying Trading Behavior in Financial Markets Using Google Trends (2013). SSRN critique Wikipedia * Moat, H. et. al. Quantifying Wikipedia Usage Patterns Before Stock Market Moves (2013). SSRN Other * Jame, R. et. al. The Value of Crowdsourced Earnings Forecasts (2016). SSRN * Hadzic, M., Weinbaum, D. and Yehuda, N. News Content, Investor Misreaction, and Stock Return Predictability (2015). SSRN * Engelberg, J., McLean, R. and Pontiff, J. Anomalies and News (2015). SSRN * Okada, K. and Yamasaki, T. Investor Sentiment in News and the Calendar Anomaly - New Evidence from a Large Textual Data (2014). SSRN * Curme, C. et. al. Quantifying the Semantics of Search Behavior Before Stock Market Moves (2014). SSRN * Hafez, P. and Xie, J. Web News Analytics Enhance Stock Portfolio Returns (2014). SSRN * Okada, K. and Yamasaki, T. Investor Sentiment in News and the Calendar Anomaly - New Evidence from a Large Textual Data (2014). SSRN * Alanyali, M., Moat, H. and Preis, T. Quantifying the Relationship between Financial News and the Stock Market (2013). SSRN * Hafez, P. and Xie, J. Intraday Forex Trading Based on Sentiment Inflection Points (2013). SSRN * Luo, X., Zhang, J. and Duan, W. Social Media and Firm Equity Value (2012). SSRN * Hagenau, M., Korczak, A. and Neumann, D. Buy on Bad News, Sell on Good News: How Insider Trading Analysis Can Benefit from Textual Analysis of Corporate Disclosures (2012). SSRN * Karabulut, Y. Can Facebook Predict Stock Market Activity? (2011) SSRN * Chen, H. et. al. Customers as Advisors: The Role of Social Media in Financial Markets (2011). Link * Bohme, R. and Holz, T. The Effect of Stock Spam on Financial Markets (2006). SSRN Category:Social Media